Acta Mathematica Vietnamica
Search within journal
Volumes and issues
DIRECTIONAL DIFFERENTIABILITY OF THE OPTIMAL VALUE FUNCTION IN INDEFINITE QUADRATIC PROGRAMMING
NGUYEN NANG TAMpp. 377-394
Abstract
We obtain an explicit formula for computing the directional derivative of the optimal value function in a general parametric quadratic programming problem with linear constraints. Our result can be used in some cases where the existing results on differential stability in nonlinear programming (applied to quadratic programming) cannot be used.